Filon quadrature for highly oscillatory integrals
Project description
filon
Implementation of Filon quadrature in Rust and Python.
The Filon quadrature is a quadrature for highly oscillatory integrals, such as $\int_a^b f(x) sin(mx)$ or $\int_a^b f(x) cos(mx)$.
This package implements the Filon quadrature algorithm in Rust as well as
(WIP) Python via PyO3
and maturin
.
This code ports John Burkardt's implementation of Filon quadrature, based on Chase and Fosdick's algorithm in the ACM, available on Netlib as TOMS 353.
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